Additional features, settings, or issues not covered by specific Microsoft Teams categories
Hello, pcryan5
I am Igor and I will be glad to help you with this question :)
unfortunatelly at this moment closed captions does not work when sharing screen.
I suggest you to vote on this uservoice request and input your comments and feedbacks
https://microsoftteams.uservoice.com/forums/555...
Hope that helps
Best Regards